Dimension reduction for the conditional mean and variance functions in time series
Author:
Affiliation:
1. Department of MathematicsCollege of Charleston Charleston South Carolina
2. Department of MathematicsSouthern Illinois University Carbondale Illinois
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/sjos.12405
Reference27 articles.
1. Generalized autoregressive conditional heteroskedasticity
2. On the Interpretation of Regression Plots
3. Dimension reduction for conditional mean in regression
4. Elements of Information Theory
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